Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null |
scientific article |
Statements
Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (English)
0 references
7 February 2018
0 references
explosive autoregression
0 references
structural break
0 references
unit root
0 references
0 references
